PHY408H1: Time Series Analysis


The analysis of digital sequences; filters; the Fourier Transform; windows; truncation effects; aliasing; auto and cross-correlation; stochastic processes, power spectra; least squares filtering; application to real data series and experimental design.

PHY407H1/ PHY224H1/ PHY250H1/ PHY254H1/ PHY324H1. PHY408H1 may be taken in third or fourth year
Any third or fourth year lecture course in Physics
The Physical and Mathematical Universes (5)